Divergence measures and means of symmetric positive-definite matrices

DOI10.1007/978-3-642-27343-8_16MaRDI QIDQ5261832zbMATH OpenOpenAlexFDO

Authors M. Moakher

Publication date 8 July 2015

Published in Mathematics and Visualization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-27343-8_16

Mathematics Subject Classification ID

Measures of information, entropy (94A17)

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(14)

• Diagonality measures of Hermitian positive-definite matrices with application to the approximate joint diagonalization problem
• Divergences on symmetric cones and medians
• Measurable diagonalization of positive definite matrices
• Matrix versions of the Hellinger distance
• Means of Hermitian positive-definite matrices based on the log-determinant \(\alpha\)-divergence function
• Positive definite matrices and the S-divergence
• Bregman and Burbea-Rao divergence for matrices
• Online learning of time-varying stochastic factor structure by variational sequential Bayesian factor analysis
• On the matrix Heron means and Rényi divergences
• Jensen divergence-based means of SPD matrices
• Using the Bhattacharyya mean for the filtering and clustering of positive-definite matrices
• Random matrix improved covariance estimation for a large class of metrics*
• scientific article; zbMATH DE number 7725451 (Why is no real title available?)
• The symmetrized log-determinant divergence

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